ECBOT 10 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
126-290 |
127-060 |
0-090 |
0.2% |
126-220 |
High |
127-135 |
127-225 |
0-090 |
0.2% |
127-225 |
Low |
126-275 |
125-305 |
-0-290 |
-0.7% |
125-305 |
Close |
127-045 |
126-035 |
-1-010 |
-0.8% |
126-035 |
Range |
0-180 |
1-240 |
1-060 |
211.1% |
1-240 |
ATR |
0-178 |
0-205 |
0-027 |
15.3% |
0-000 |
Volume |
1,270,096 |
1,609,004 |
338,908 |
26.7% |
5,587,253 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-268 |
130-232 |
127-023 |
|
R3 |
130-028 |
128-312 |
126-189 |
|
R2 |
128-108 |
128-108 |
126-138 |
|
R1 |
127-072 |
127-072 |
126-086 |
126-290 |
PP |
126-188 |
126-188 |
126-188 |
126-138 |
S1 |
125-152 |
125-152 |
125-304 |
125-050 |
S2 |
124-268 |
124-268 |
125-252 |
|
S3 |
123-028 |
123-232 |
125-201 |
|
S4 |
121-108 |
121-312 |
125-047 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-268 |
130-232 |
127-023 |
|
R3 |
130-028 |
128-312 |
126-189 |
|
R2 |
128-108 |
128-108 |
126-138 |
|
R1 |
127-072 |
127-072 |
126-086 |
126-290 |
PP |
126-188 |
126-188 |
126-188 |
126-138 |
S1 |
125-152 |
125-152 |
125-304 |
125-050 |
S2 |
124-268 |
124-268 |
125-252 |
|
S3 |
123-028 |
123-232 |
125-201 |
|
S4 |
121-108 |
121-312 |
125-047 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-225 |
125-305 |
1-240 |
1.4% |
0-249 |
0.6% |
9% |
True |
True |
1,117,450 |
10 |
128-020 |
125-305 |
2-035 |
1.7% |
0-209 |
0.5% |
7% |
False |
True |
1,067,851 |
20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-190 |
0.5% |
23% |
False |
False |
961,124 |
40 |
128-020 |
123-235 |
4-105 |
3.4% |
0-194 |
0.5% |
55% |
False |
False |
993,118 |
60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-208 |
0.5% |
67% |
False |
False |
933,350 |
80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-200 |
0.5% |
67% |
False |
False |
701,873 |
100 |
128-020 |
122-070 |
5-270 |
4.6% |
0-181 |
0.4% |
67% |
False |
False |
561,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-045 |
2.618 |
132-091 |
1.618 |
130-171 |
1.000 |
129-145 |
0.618 |
128-251 |
HIGH |
127-225 |
0.618 |
127-011 |
0.500 |
126-265 |
0.382 |
126-199 |
LOW |
125-305 |
0.618 |
124-279 |
1.000 |
124-065 |
1.618 |
123-039 |
2.618 |
121-119 |
4.250 |
118-165 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
126-265 |
126-265 |
PP |
126-188 |
126-188 |
S1 |
126-112 |
126-112 |
|